Interest Rates Products

 
 
Daily Price Limit Changes
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.735 +0.005 99.730 99.735 99.730 311
Eurodollar GEM5 Jun 2015 99.640 +0.005 99.635 99.640 99.635 428
Eurodollar GEU5 Sep 2015 99.485 0 99.485 99.485 99.480 844
Eurodollar GEZ5 Dec 2015 99.285 0 99.285 99.290 99.280 1677
Eurodollar GEH6 Mar 2016 99.080 +0.005 99.075 99.080 99.075 953
Eurodollar GEM6 Jun 2016 98.870 0 98.875 98.875 98.870 2076
Eurodollar GEU6 Sep 2016 98.675 0 98.670 98.680 98.670 723
Eurodollar GEZ6 Dec 2016 98.500 0 98.495 98.505 98.495 564
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'210 0 129'210 129'230 129'200 10993
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.735 +0.005 99.730 99.735 99.730 311
Eurodollar GEM5 Jun 2015 99.640 +0.005 99.635 99.640 99.635 428
Eurodollar GEU5 Sep 2015 99.485 0 99.485 99.485 99.480 844
Eurodollar GEZ5 Dec 2015 99.285 0 99.285 99.290 99.280 1677
Eurodollar GEH6 Mar 2016 99.080 +0.005 99.075 99.080 99.075 953
Eurodollar GEM6 Jun 2016 98.870 0 98.875 98.875 98.870 2076
Eurodollar GEU6 Sep 2016 98.675 0 98.670 98.680 98.670 723
Eurodollar GEZ6 Dec 2016 98.500 0 98.495 98.505 98.495 564
30-Day Federal Funds ZQJ5 Apr 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 174'29 +0'06 174'26 175'02 174'26 179
U.S. Treasury Bond ZBH5 Mar 2015 149'20 +0'03 149'18 149'23 149'17 2558
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'210 0 129'210 129'230 129'200 10993
5-Year U.S. Treasury Note ZFH5 Mar 2015 120'185 +0'002 120'182 120'195 120'177 3024
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'230 0 109'230 109'232 109'227 1153
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.